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HAI BIN A BIN

BI TON 1. Tnh n = s mu

(Khuyn nn tnh ngay u bi dng dn, lc ny u c cn sng sut tnh ton ^_^ ) 2. 3. Xc nh PRF Xc nh SRF Cc gi tr , , , . S ly trong bng kt qu, nhiu bin Thy s ko cho tnh ton ( kh gh lun hehhe !!!) SRF: 4. ngha ca cc h s hi quy (ni ngha ca bin no th c nh cc bin cn li) V d ni ngha ca th c nh cc bin X2, X3,

X2 khng i, nu

X2 Tng t cho cc bin cn li 5. Tng cc bnh phng TSS = ESS = RSS = TSS ESS 6. Tnh h s xc nh H s xc nh hiu chnh c th m, trong trng hp ny, quy c Vi k l s tham s ca m hnh Vd: (SRF) k = 3, vi cc tham s Y, X1, X2 8. c lng ca Ci ny s tra bng kt qu ra dng S.E. of regression ct Std. Error, dng th 1 ct Std. Error, dng th 2 ct Std. Error, dng th 3 . m hnh 3 bin 3 gi tr ny > 0 TSS = ESS = RSS = TSS ESS
phi gii ma trn, nhng iu ny ko phi lo

7.

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Phng php gi tr ti hn: B1: Lp gi thit Ho: R2=0 ; H1: R2>0

9.

Kim nh s ph hp m hnh SRF, mc ngha

Phng php gi tr ti hn: B1: Lp gi thit Ho: =0 ; H1: 0

B2: tra bng F, gi tr ti hn B3: so snh F0 v F(1,n-2) + F0 > F(1,n-2): bc b H0 hm SRF ph hp vi mu + F0 < F(1,n-2): chp nhn H0 F(1,n-2) Bc b F0 Phng php gi tr p-value: F(1,n-2) Chp nhn

B2: tra bng F, gi tr ti hn B3: so snh F0 v F(k-1,n-k) + F0 > F(k-1,n-k): bc b H0 hm SRF ph hp vi mu + F0 < F(k-1,n-k): chp nhn H0 F(k-1,n-k) Bc b F0 Phng php gi tr p-value: F(k-1,n-k) Chp nhn

(cch ny s lm khi cho sn bng kt qu) Ly gi tr p-value ng vi F0 ( cui cng gc phi ch Prod(F-statistic)) Tin hnh so snh p-value v : + p-value < : bc b H0 hm SRF ph hp vi mu + p-value > : chp nhn H0 p-value Bc b p-value Chp nhn

(cch ny s lm khi cho sn bng kt qu) Ly gi tr p-value ng vi F0 ( cui cng gc phi ch Prod(F-statistic)) Tin hnh so snh p-value v : + p-value < : bc b H0 hm SRF ph hp vi mu + p-value > : chp nhn H0 p-value Bc b 10. Kim nh gi thit bin c lp c nh hng ln bin ph thuc khng? Gi thit: H0: = 0 H1: 0 p-value Chp nhn

Gi thit: H0: = 0

H1: 0

Phng php gi tr ti hn:

Phng php gi tr ti hn:

B1: Tnh: B2: Tra bng t-student gi tr B3: So snh + v : bc b H0 bin c lp (X)

B1: Tnh: B2: Tra bng t-student gi tr B3: So snh + v : bc b H0 bin c lp (X) nh

>

>

nh hng ln bin ph thuc (Y) + < : chp nhn H0

hng ln bin ph thuc (Y) + < : chp nhn H0

Bc b

Chp nhn

Bc b

Chp nhn

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Phng php p-value: Ly gi tr p-value tng ng vi bin c lp mnh ang xt Tin hnh so snh p-value v : + p-value < : bc b H0 bin c lp (X) nh hng ln bin ph thuc (Y) + p-value > : chp nhn H0 p-value Bc b Phng php gi tr ti hn: p-value Chp nhn

Phng php p-value: Ly gi tr p-value tng ng vi bin c lp mnh ang xt

Tin hnh so snh p-value v : + p-value < : bc b H0 bin c lp (X) nh hng ln bin ph thuc (Y) + p-value > : chp nhn H0 p-value Bc b 11. Kim nh gi thit Ho: = o ; H1: o Vi mc ngha Phng php gi tr ti hn: p-value Chp nhn

B1: Tnh: B2: Tra bng t-student gi tr B3: So snh + + o v : bc b H0 : chp nhn H0 c th xem =

B1: Tnh: B2: Tra bng t-student gi tr B3: So snh + + v : bc b H0 : chp nhn H0 c th xem = o

>

>

<

<

Bc b Bc b Chp nhn

Chp nhn

Phng php p-value: Ly gi tr p-value tng ng vi bin c lp mnh ang xt

Phng php p-value: Ly gi tr p-value tng ng vi bin c lp mnh ang xt

Tin hnh so snh p-value v : + p-value < : bc b H0 + p-value > : chp nhn H0 c th xem = o p-value Bc b 12. Xc nh khong tin cy ca Vi mc ngha ( ko cho th ly =0,05) Tra bng t-student gi tr p-value Chp nhn

Tin hnh so snh p-value v : + p-value < : bc b H0 + p-value > : chp nhn H0 c th xem = o p-value Bc b p-value Chp nhn

Tra bng t-student gi tr Tnh tra bng kt qu

Tnh Khong tin cy ca :

Khong tin cy ca :

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Tra bng t-student gi tr Tnh tra bng kt qu

13. Xc nh khong tin cy ca Vi mc ngha ( ko cho th ly =0,05)

Tra bng t-student gi tr

Tnh Khong tin cy ca :

Khong tin cy ca :

14. Xc nh khong tin cy ca phng sai var(Ui) = 2 Vi tin cy (1 )

tin cy: 1 = a% = 100% - a% Tra bng Chi-square cc gi tr:

tin cy: 1 = a% = 100% - a% Tra bng Chi-square cc gi tr:

Khong tin cy ca 2:

Khong tin cy ca 2:

15. Kim nh gi thit Ho: =

o

Phng php gi tr ti hn B1: Tnh

Phng php gi tr ti hn B1: Tnh

; H 1:

Vi mc ngha B2: So snh + < chp nhn Ho, = + + < <

o

B2: So snh + < chp nhn Ho, = bc b Ho bc b Ho + + < <

o

bc b Ho bc b Ho

Bc b

Chp nhn

Bc b

Bc b

Chp nhn

Bc b

Phng php gi tr p-value B1: Ly gi tr p-value trong bng kt qu B2: So snh + < p-value < 1- chp nhn Ho, = + p-value < bc b Ho + 1- < p-value bc b Ho
o

Phng php gi tr p-value B1: Ly gi tr p-value trong bng kt qu B2: So snh + < p-value < 1- chp nhn Ho, = + p-value < bc b Ho + 1- < p-value bc b Ho
o

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p-value Chp nhn p-value Bc b p-value Bc b p-value Chp nhn p-value Bc b

p-value Bc b

16. H s co gin, ngha

EYX = Nu X(vd: thu nhp) tng 1% th Y (vd: chi tiu) tng EYX%

17. i n v Trong : k1 : h s t l quy i gia n v c & mi ca Y k2 : h s t l quy i gia n v c & mi ca X = k1 = Trong : ko : h s t l quy i gia n v c & mi ca Y k1 : h s t l quy i gia n v c & mi ca X1 k2 : h s t l quy i gia n v c & mi ca X2 = ko 18. D on (d bo) im Dng???Khi cho Xo yu cu tnh Y 19. D on ( d bo) khong D on ( d bo) gi tr c bit Dng??? Khi cho Xo v tin cy (1 ), yu cu c lng gi tr. Thay gi tr Xo vo phng trnh SRF: Thay gi tr Xo vo phng trnh SRF: = =

D bo cho hi quy nhiu bin ch xt d bo im. Thay gi tr , vo phng trnh SRF:

var(

) = var(Yo =

se(

)=

Khong tin cy (1-)% ca Yo/Xo l:

D on (d bo) gi tr trung bnh Dng??? Khi yu cu d on m khng cho tin cy (1 ) Khi cho Xo v tin cy (1 ), yu cu c lng gi tr trung bnh.

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Thay gi tr Xo vo phng trnh SRF:

var( se( )=

Khong tin cy (1-)% ca E(Yo/Xo) l:

20. So snh R2

Ch so snh c khi tha 3 iu kin sau: 1. 2. Cng c mu n. Cng s bin c lp. (nu ko cng s bin c lp th dng 3. Cng dng hm bin ph thuc (3 bin) ; R2 (2 bin) ; (2 bin) )

Ch so snh c khi tha 3 iu kin sau: 1. 2. Cng c mu n. Cng s bin c lp. (nu ko cng s bin c lp th dng 3. (2 bin) Cng dng hm bin ph thuc )

21. Thm bin vo m hnh, vi mc ngha

B1: tnh R2 (3 bin) ; B2: So snh Nu

(3 bin) v

(3 bin) <

(2 bin): khng thm bin vo m hnh

Nu (3 bin) > (2 bin): c th thm bin vo m hnh, cn lm thm cng vic sau: kim nh bin thm vo c ngha ko, sau mi chc chn c thm bin vo ko? CNG VIC KIM NH THC HIN GING CNG THC S 10

NHN XT: 1. Lm sao nh ht cng thc???? Hc cng thc hm a bin thui, nh ci k ca cng thc ci ny chnh

l s tham s ca phng trnh. Vy l hm 2 bin thay k=2, hm 3 bin thay k=3, . (tha l xong phn cng thc *_^) 2. Luyn tp nh th no???? n ti dng no th xem cng thc cho chc (tha l oki ri ^_^) NGHA H S HI QUY V H S CO GIN CA CC M HNH 1. M hnh tuyn tinh: Y = + *X ngha h s hi quy: Nu X tng 1 n v th Y tng EYX = ,

n v (Vi iu kin cc yu t khc khng i)

ta tnh lc u

ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX% 2. M hnh lin-log: Y = + *logX ngha h s hi quy: Nu X tng ln 1% th Y tng ln EYX = ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX% 3. M hnh log-lin:
6

n v (Vi iu kin cc yu t khc khng i)

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logY = + *X ngha h s hi quy: Nu X tng ln 1 n v th Y tng ln EYX = = % (Vi iu kin cc yu t khc khng i)

ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX% 4. M hnh tuyn tnh log: logY = + *logX ngha h s hi quy: Nu X tng 1% th Y tng % (Vi iu kin cc yu t khc khng i) EYX = =

ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX% 5. M hnh nghch o: Y= + * ngha h s hi quy: X tng ln th Y cng tng ln theo, nhng Y i a l i) EYX = ngha h s co gin: Nu X tng ln 1% th Y tng ln EYX% MO: a. Cch ni ngha h s hi quy: a.1 Tham s no c log th n v l %, cn li th dng n v bi cho a.2 Tham s X c log, Y ko log th ni ngha ca Y nh h s l a.3 Tham s X ko log, Y c log th ni ngha ca Y nh h s l b. H s co gin EYX: t cng thc gc EYX = , tham s no c log th gi tr trung bnh ca tham s = 1 n v (Vi iu kin cc yu t khc khng

TRNH BY KT HI QUY = se = t = t( t( ; ; ; n = ??? R2 = ??? Fo = ??? = ???

TSS = ??? ; ESS = ??? ; RSS = ??? ; C BNG KT QU HI QUY Variable C X1 X2 R-squared R2 Adjusted R-squared S.E. of regression Sum squared resid RSS

Const Coefficient 14.32168 -2.258741 1.237762 0.909573 0.873402 1.024183 5.244755 Std. Error 1.116283 0.320460 0.342586

t t-Statistic 12.82979 -7.048438 3.612997

p-value Prob. 0.0001 0.0009 0.0153 9.000000 2.878492

Mean dependent var S.D.dependent var SY

25.14667 F-statistic Fo 0.002459 Prob(F-statistic) p-value(Fo) THAY I S HNG DC V S HNG TUNG GC KHI NO??? (cu ny c th chim 1)
7

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1. 2.

Thay i s hng h s gc (s hng gc) khi thm D vo Thay i s hng tung gc khi thm D vo Ta c 3 trng hp nh sau: